+231.1%
EW vs MLM
+190.7%
+40.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.6% | +3.1% |
| 7D | +6.8% | -1.2% | +8.0% | +7.1% |
| 30D | +16.6% | +7.9% | +8.6% | +13.6% |
| 3M | +13.3% | -4.5% | +17.8% | +14.6% |
| 6M | +21.6% | -12.6% | +34.2% | +26.0% |
| YTD | +18.3% | -14.9% | +33.1% | +22.8% |
| 1Y | +21.7% | -13.1% | +34.8% | +25.5% |
| 3Y | +50.3% | +21.2% | +29.1% | +35.5% |
| 5Y | -15.0% | +32.0% | -47.0% | -26.6% |
| All | +231.1% | +190.7% | +40.4% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling